Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.660 0 99.665 99.670 99.655 158545
Eurodollar GEU5 Sep 2015 99.495 0 99.495 99.500 99.480 208668
Eurodollar GEZ5 Dec 2015 99.300 -0.005 99.300 99.310 99.285 293696
Eurodollar GEH6 Mar 2016 99.100 -0.01 99.110 99.125 99.080 244036
Eurodollar GEM6 Jun 2016 98.895 -0.015 98.910 98.925 98.870 244168
Eurodollar GEU6 Sep 2016 98.690 -0.025 98.710 98.735 98.670 261654
Eurodollar GEZ6 Dec 2016 98.505 -0.03 98.525 98.555 98.480 241807
Eurodollar GEH7 Mar 2017 98.355 -0.04 98.380 98.415 98.330 186306
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'115 -0'145 128'230 129'020 128'055 1292134
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'205 b -0'085 102'305 103'000 102'180 2809
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 105'175 b -0'225 106'060 106'170 105'130 2473
2-Year Eurodollar Bundle BU2M5 Jun 2015 98.9975 b -0.0175 - - 98.9875 -
3-Year Eurodollar Bundle BU3M5 Jun 2015 98.6800 b -0.0325 - - 98.6700 -
5-Year Eurodollar Bundle BU5M5 Jun 2015 98.2425 b -0.06 - - 98.2325 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.660 0 99.665 99.670 99.655 158545
Eurodollar GEU5 Sep 2015 99.495 0 99.495 99.500 99.480 208668
Eurodollar GEZ5 Dec 2015 99.300 -0.005 99.300 99.310 99.285 293696
Eurodollar GEH6 Mar 2016 99.100 -0.01 99.110 99.125 99.080 244036
Eurodollar GEM6 Jun 2016 98.895 -0.015 98.910 98.925 98.870 244168
Eurodollar GEU6 Sep 2016 98.690 -0.025 98.710 98.735 98.670 261654
Eurodollar GEZ6 Dec 2016 98.505 -0.03 98.525 98.555 98.480 241807
Eurodollar GEH7 Mar 2017 98.355 -0.04 98.380 98.415 98.330 186306
30-Day Federal Funds ZQM5 Jun 2015 99.855 0 99.860 99.860 99.855 2872
2-Year Eurodollar Bundle BU2M5 Jun 2015 98.9975 b -0.0175 - - 98.9875 -
3-Year Eurodollar Bundle BU3M5 Jun 2015 98.6800 b -0.0325 - - 98.6700 -
5-Year Eurodollar Bundle BU5M5 Jun 2015 98.2425 b -0.06 - - 98.2325 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBM5 Jun 2015 168'25 -2'10 170'27 171'29 168'04 84887
U.S. Treasury Bond ZBM5 Jun 2015 162'27 -1'22 164'11 165'07 162'08 261124
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'115 -0'145 128'230 129'020 128'055 1292134
5-Year U.S. Treasury Note ZFM5 Jun 2015 119'260 -0'060 119'305 120'045 119'220 671755
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTM5 Jun 2015 109'147 -0'005 109'150 109'160 109'132 233502
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UM5 Jun 2015 100'152 b -0'015 - 100'170 100'147 -
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'205 b -0'085 102'305 103'000 102'180 2809
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 105'175 b -0'225 106'060 106'170 105'130 2473
30-Year Deliverable Interest Rate Swap B1UM5 Jun 2015 117'19 b -2'07 119'07 120'10 117'05 216
2-Year Euro Deliverable Interest Rate Swap T1EM5 Jun 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.